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Interior Point Methods for Nonlinear Programs

  1. Jiming Peng1,
  2. Maziar Salahi2

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0928

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Peng, J. and Salahi, M. 2011. Interior Point Methods for Nonlinear Programs. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. 1

    University of Illinois at Urbana–Champaign, Department of Industrial and Enterprise System Engineering, Illinois

  2. 2

    University of Guilan, Department of Mathematics, Faculty of Sciences, Rasht, Iran

Publication History

  1. Published Online: 15 FEB 2011

Abstract

In the past decades, there has been substantial progress in the study of interior point methods for solving linear and nonlinear programming problems arising from various real-world applications. Several powerful software packages have been developed that are now widely used as one of the working horses by many practitioners. In this article, we give a brief overview of interior point algorithms for solving nonlinear programming problems (NLPs).

Keywords:

  • nonlinear programs;
  • barrier methods;
  • penalty methods;
  • interior point methods;
  • primal–dual IPM